Extended semi A.D and dynamic portfolio selection

MaRDI QIDQ5452902zbMATH OpenFDO

Authors Fuhua Guo, Feiqi Deng

Publication date 4 April 2008

zbMATH Keywords

dynamic portfolio selectionsemi A.D

Mathematics Subject Classification ID

Portfolio theory (91G10) Existence of optimal solutions to problems involving randomness (49J55)

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• Dynamic optimal portfolio with maximum absolute deviation model

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